| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
4
4
3
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
B
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 14.92 |
| Mean | 1.35 |
| Sharpe Ratio | 1.08 |
| Bear Market Decile Rank | 53 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 1000 Value TR USD |
|
|---|---|---|
| R-Squared | 98.28 | 99.38 |
| Beta | 1.06 | 1.02 |
| Alpha | -1.33 | -0.56 |
